-53.4%
TE vs EMB
+11.8%
-65.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -5.6% |
| 7D | +0.9% | -1.1% | +2.0% | +2.4% |
| 30D | -16.3% | -1.1% | -15.2% | -15.0% |
| 3M | -40.8% | -0.8% | -40.0% | -39.8% |
| 6M | -42.6% | -0.1% | -42.6% | -41.6% |
| YTD | -31.4% | +0.4% | -31.9% | -30.7% |
| 1Y | +144.9% | +3.3% | +141.6% | +140.0% |
| 3Y | -26.0% | +29.0% | -55.0% | -41.2% |
| 5Y | -48.5% | +6.3% | -54.8% | -56.6% |
| All | -53.4% | +11.8% | -65.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling